+409.8%
HL vs STT
+195.2%
+214.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.3% |
| 7D | +7.1% | +2.2% | +4.9% | +5.8% |
| 30D | +21.4% | +3.9% | +17.5% | +18.4% |
| 3M | +37.4% | +19.2% | +18.3% | +23.7% |
| 6M | +0.4% | +60.4% | -60.0% | -24.2% |
| YTD | +6.7% | +51.5% | -44.8% | -16.8% |
| 1Y | +102.4% | +76.3% | +26.1% | +45.2% |
| All | +409.8% | +195.2% | +214.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling